WABCO Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 5.38 | |
| 0.0857 | 14.77 | |
| 0.9071 | 332.50 | |
| 0.0144 | 1.96 |
Estimation Period:
Jul 17, 2007 to May 22, 2020
Jul 17, 2007 to May 22, 2020
News Impact Curve
Volatility Forecasts
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